+155.1%
AWK vs DG
+105.9%
+49.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | -2.6% | -2.5% | -0.1% | -2.1% |
| 30D | +14.2% | +7.7% | +6.5% | +12.2% |
| 3M | +10.0% | +13.1% | -3.1% | +6.9% |
| 6M | +17.1% | +32.0% | -15.0% | +9.6% |
| YTD | +16.1% | +3.3% | +12.8% | +14.1% |
| 1Y | +17.5% | +31.7% | -14.1% | +8.7% |
| 3Y | +29.3% | +21.7% | +7.7% | +16.1% |
| 5Y | -3.5% | -34.7% | +31.3% | +2.4% |
| All | +155.1% | +105.9% | +49.1% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling